The density function and the MSE dominance of the pre-test estimator in a heteroscedastic linear regression model with omitted variables

DOI10.1007/BF02926112zbMath0893.62070MaRDI QIDQ1370184

Kazuhiro Ohtani, Judith A. Giles

Publication date: 26 October 1997

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

omitted variables; pre-test estimator; heteroscedastic linear regression model

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F10: Point estimation

62E15: Exact distribution theory in statistics

65C99: Probabilistic methods, stochastic differential equations

Related Items

The exact density and distribution functions of the inequality constrained and pre-test estimators, The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables

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